+279.4%
ELF vs ALM
+454.9%
-175.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.5% |
| 7D | +6.3% | -6.3% | +12.6% | +6.5% |
| 30D | +8.5% | -31.4% | +39.9% | +9.5% |
| 3M | +24.4% | -40.6% | +65.0% | +26.0% |
| 6M | +94.7% | -58.6% | +153.4% | +98.4% |
| YTD | +55.9% | -7.6% | +63.5% | +57.1% |
| 1Y | +48.4% | +13.8% | +34.6% | +49.3% |
| 3Y | +24.6% | +842.1% | -817.5% | +25.5% |
| All | +279.4% | +454.9% | -175.5% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling